NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	93.20	93.51	0.31	0.3%	91.19
High	94.07	93.90	-0.17	-0.2%	94.07
Low	91.91	93.39	1.48	1.6%	91.09
Close	93.90	93.85	-0.05	-0.1%	93.90
Range	2.16	0.51	-1.65	-76.4%	2.98
ATR	1.35	1.29	-0.06	-4.5%	0.00
Volume	4,918	4,843	-75	-1.5%	15,103

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	95.24	95.06	94.13
R3	94.73	94.55	93.99
R2	94.22	94.22	93.94
R1	94.04	94.04	93.90	94.13
PP	93.71	93.71	93.71	93.76
S1	93.53	93.53	93.80	93.62
S2	93.20	93.20	93.76
S3	92.69	93.02	93.71
S4	92.18	92.51	93.57

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.96	100.91	95.54
R3	98.98	97.93	94.72
R2	96.00	96.00	94.45
R1	94.95	94.95	94.17	95.48
PP	93.02	93.02	93.02	93.28
S1	91.97	91.97	93.63	92.50
S2	90.04	90.04	93.35
S3	87.06	88.99	93.08
S4	84.08	86.01	92.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.07	91.15	2.92	3.1%	1.11	1.2%	92%	False	False	3,513
10	94.07	90.27	3.80	4.0%	1.33	1.4%	94%	False	False	2,755

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	96.07
2.618	95.24
1.618	94.73
1.000	94.41
0.618	94.22
HIGH	93.90
0.618	93.71
0.500	93.65
0.382	93.58
LOW	93.39
0.618	93.07
1.000	92.88
1.618	92.56
2.618	92.05
4.250	91.22

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	93.78	93.56
PP	93.71	93.28
S1	93.65	92.99

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols